+144.7%
RY vs BOXX
+19.3%
+125.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +0.6% | 0.0% | +0.6% | +0.6% |
| 30D | +5.0% | +0.4% | +4.6% | +5.0% |
| 3M | -5.3% | +1.0% | -6.3% | -5.6% |
| 6M | +13.8% | +2.0% | +11.8% | +13.2% |
| YTD | +21.0% | +3.4% | +17.5% | +19.2% |
| 1Y | +40.5% | +4.1% | +36.4% | +37.6% |
| 3Y | +159.7% | +14.4% | +145.3% | +162.6% |
| All | +144.7% | +19.3% | +125.4% | +238.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BOXX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling